Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 0.84% | 1.16 CHF | 1.17 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 177'707 CHF | 179'207 CHF | 100.00% | 100.00% |
12.07.2024 | 0.86% | 1.18 CHF | 1.19 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 173'401 CHF | 174'902 CHF | 95.51% | 95.51% |
11.07.2024 | 0.86% | 1.14 CHF | 1.15 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 174'321 CHF | 175'821 CHF | 98.52% | 98.52% |
10.07.2024 | 0.88% | 1.16 CHF | 1.17 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 170'275 CHF | 171'775 CHF | 91.93% | 91.93% |
09.07.2024 | 0.86% | 1.14 CHF | 1.15 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 173'109 CHF | 174'609 CHF | 98.94% | 98.94% |
08.07.2024 | 0.85% | 1.19 CHF | 1.20 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 176'341 CHF | 177'841 CHF | 95.67% | 95.67% |
05.07.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 174'562 CHF | 176'062 CHF | 98.30% | 98.30% |
04.07.2024 | 0.87% | 1.15 CHF | 1.16 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 172'316 CHF | 173'816 CHF | 100.00% | 100.00% |
03.07.2024 | 0.85% | 1.15 CHF | 1.16 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 175'525 CHF | 177'025 CHF | 99.09% | 99.09% |
02.07.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 183'026 CHF | 184'526 CHF | 95.56% | 95.56% |